On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849)
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scientific article; zbMATH DE number 5697508
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| English | On residual empirical processes of GARCH-SM models: application to conditional symmetry tests |
scientific article; zbMATH DE number 5697508 |
Statements
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (English)
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22 April 2010
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AR-GARCH model
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asymptotic normality
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consistency
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goodness-of-fit
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residual law
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weak representation
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0.8639307022094727
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0.8381025195121765
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